+21.5%
DIS vs GSK
+81.7%
-60.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | -2.6% | -1.8% | -0.8% | -2.1% |
| 30D | +3.5% | -2.2% | +5.7% | +4.1% |
| 3M | +6.8% | -1.8% | +8.6% | +7.3% |
| 6M | +3.0% | -10.6% | +13.6% | +5.9% |
| YTD | -6.7% | +4.4% | -11.2% | -8.2% |
| 1Y | -10.1% | +30.4% | -40.5% | -16.9% |
| 3Y | +33.0% | +60.1% | -27.0% | +12.3% |
| 5Y | -40.0% | +46.8% | -86.8% | -48.8% |
| All | +21.5% | +81.7% | -60.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling